Mortgage Servicing Rights Analysis
QuantyPhi’s advanced MSR valuation model calculates the value of a credit union’s mortgage loan servicing income on sold loans, while retaining the servicing rights as a revenue stream.
- Sophisticated process to determine forecasted prepayment speeds, combining expert market consensus on large pools of outstanding mortgages with excellent geographic dispersion. Projections based on pools of 33 million individual mortgages with a current amount of over $4.7 trillion.
- Prepay projections segregated by loan term (10-, 15-, 20-, and 30-years), loan origination year, and loan interest rate to determine the best prepayment rate for each individual loan based on the loan’s specific characteristics.
- A dynamic discount rate is used that combines the loan spread at origination date and the current yield curve.
How will QuantyPhi help your credit union?
- Experienced ALM experts act as your credit union's risk consultant and advocate giving you assurance that your entire risk profile is captured.
- Reduce costs by relying on our ALM technology, personnel and our access to market data a fraction of the cost of doing it internally.
- Make strategy-based investment decisions and model the expected impact before deploying funds.
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